+307.4%
IVV vs BP
+124.7%
+182.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -6.3% | +5.7% | +1.1% |
| 30D | -3.7% | -3.6% | 0.0% | -2.9% |
| 3M | -2.7% | +5.2% | -8.0% | -4.5% |
| 6M | +2.2% | +5.3% | -3.1% | -0.2% |
| YTD | +10.9% | +33.1% | -22.2% | +0.4% |
| 1Y | +11.3% | +26.3% | -15.0% | +2.2% |
| 3Y | +76.9% | +47.5% | +29.4% | +52.6% |
| 5Y | +73.5% | +106.2% | -32.7% | +31.2% |
| 10Y | +307.4% | +127.0% | +180.4% | +201.6% |
| All | +307.4% | +124.7% | +182.7% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling